+48.6%
MS vs IQV
+39.6%
+9.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | +2.5% | +0.3% | +2.1% | +2.4% |
| 30D | 0.0% | +8.6% | -8.6% | -0.8% |
| 3M | +2.4% | +41.1% | -38.7% | -2.0% |
| 6M | +36.4% | +48.6% | -12.2% | +28.8% |
| YTD | +23.8% | +15.0% | +8.8% | +21.7% |
| 1Y | +48.6% | +38.1% | +10.5% | +45.9% |
| All | +48.6% | +39.6% | +9.0% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IQV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling